Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion |
scientific article |
Statements
Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (English)
0 references
9 January 1995
0 references
Lundberg inequality
0 references
martingale methods
0 references
renewal model
0 references
diffusion processes
0 references
martingales for risk processes
0 references
exponential bounds
0 references
ruin probability
0 references
